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Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…

Numerical Analysis · Computer Science 2013-01-30 Raghunandan H. Keshavan , Sewoong Oh

We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…

Machine Learning · Statistics 2019-04-11 Ming Yu , Varun Gupta , Mladen Kolar

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

Optimization and Control · Mathematics 2023-12-27 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

Methodology · Statistics 2016-01-01 Jian Wang , Ping Li

The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a…

Optimization and Control · Mathematics 2020-01-31 Angang Cui , Jigen Peng , Haiyang Li

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…

Optimization and Control · Mathematics 2010-11-09 Xuan Vinh Doan , Stephen A. Vavasis

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao

In this work, we investigate an efficient numerical approach for solving higher order statistical methods for blind and semi-blind signal recovery from non-ideal channels. We develop numerical algorithms based on convex optimization…

Information Theory · Computer Science 2016-11-17 Huy-Dung Han , Zhi Ding , Muhammad Zia

When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…

Optimization and Control · Mathematics 2026-05-05 Xuemei Chen , Owen Deen

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex…

Optimization and Control · Mathematics 2012-12-12 Caroline Chaux , Jean-Christophe Pesquet , Nelly Pustelnik